+2,071.0%
STX vs TYL
+174.6%
+1,896.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.4% | +9.9% |
| 7D | -14.8% | +3.5% | -18.3% | -15.5% |
| 30D | -35.4% | +26.9% | -62.3% | -38.9% |
| 3M | -37.7% | +33.8% | -71.5% | -42.2% |
| 6M | -35.2% | +28.8% | -64.1% | -40.6% |
| YTD | +84.4% | -7.9% | +92.3% | +85.9% |
| 1Y | +82.3% | -9.8% | +92.0% | +84.9% |
| 3Y | +646.2% | +1.2% | +645.0% | +589.1% |
| 5Y | +487.4% | -22.8% | +510.2% | +496.1% |
| 10Y | +2,071.0% | +168.8% | +1,902.2% | +1,100.4% |
| All | +2,071.0% | +174.6% | +1,896.5% | +1,100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling